Optimal Stochastic Scheduling of Systems with Poisson Noises

Abstract

The authors consider the problem of optimal stochastic scheduling for nonlinear systems with Poisson noise disturbances and a performance index, including both operating costs and costs for scheduling changes. In general, the value functions of the dynamic programming, quasi-variational inequalities that define the optimality conditions for such problems are not differentiable. However, they can be treated as "viscosity solutions" as introduced by M. G. Crandall and P. L. Lions. Existence and uniqueness questions are studied from this point of view.

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Document Details

Document Type
Technical Report
Publication Date
Aug 31, 1985
Accession Number
ADA448195

Entities

People

  • C. W. Li
  • G. L. Blankenship

Organizations

  • University of Maryland

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Applied Mathematics
  • Dynamic Programming
  • Electrical Engineering
  • Engineering
  • Inequalities
  • Information Operations
  • Maryland
  • Mathematics
  • Nonlinear Systems
  • Production Engineering
  • Scheduling (Production)
  • Systems Engineering
  • Universities

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Operations Research